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Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg, (2016)
Representation of dynamic time-consistent convex risk measures with jumps
Tang, Shanjian, (2012)
Time consistency of dynamic risk measures
Shapiro, Alexander, (2012)
Putting order in risk measures
Fritelli, Marco, (2002)
Law-invariant return and star-shaped risk measures
Laeven, Roger J. A., (2024)
Generalized quantiles as risk measures
Bellini, Fabio, (2014)